+21.6%
ACI vs PPG
+17.0%
+4.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.2% |
| 7D | -3.7% | -6.2% | +2.5% | -2.7% |
| 30D | +0.6% | -7.9% | +8.5% | +2.0% |
| 3M | -20.3% | -10.2% | -10.1% | -18.9% |
| 6M | -24.7% | +2.7% | -27.3% | -25.2% |
| YTD | -27.2% | +4.9% | -32.1% | -28.1% |
| 1Y | -32.7% | -3.2% | -29.5% | -32.7% |
| 3Y | -43.9% | -17.0% | -26.9% | -42.9% |
| 5Y | -38.9% | -23.3% | -15.5% | -38.0% |
| All | +21.6% | +17.0% | +4.6% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PPG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling